+278.4%
WDAY vs PBF
+277.8%
+0.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -1.8% |
| 7D | -4.0% | -7.4% | +3.4% | -3.3% |
| 30D | +1.9% | -17.5% | +19.4% | +3.8% |
| 3M | +5.9% | +13.1% | -7.2% | +3.8% |
| 6M | +48.8% | +72.6% | -23.8% | +38.4% |
| YTD | -11.4% | +161.2% | -172.6% | -22.2% |
| 1Y | -15.5% | +93.3% | -108.9% | -23.4% |
| 3Y | -15.6% | +80.7% | -96.3% | -25.2% |
| 5Y | -35.2% | +396.1% | -431.3% | -51.3% |
| 10Y | +123.9% | +252.3% | -128.4% | +51.8% |
| All | +278.4% | +277.8% | +0.5% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling